+362.4%
CFG vs FHN
+185.7%
+176.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +1.5% | +1.2% | +0.4% | +0.6% |
| 30D | -3.8% | -4.7% | +0.9% | -0.2% |
| 3M | +11.5% | +3.5% | +7.9% | +8.5% |
| 6M | +19.2% | +7.8% | +11.4% | +12.6% |
| YTD | +23.7% | +5.9% | +17.8% | +18.7% |
| 1Y | +38.8% | +12.5% | +26.4% | +26.4% |
| 3Y | +178.9% | +117.2% | +61.7% | +52.6% |
| 5Y | +101.8% | +86.5% | +15.2% | +3.6% |
| 10Y | +317.3% | +125.7% | +191.5% | +74.0% |
| All | +362.4% | +185.7% | +176.7% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling